-2.2%
LYB vs CLBK
+65.5%
-67.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -1.5% | +1.7% | +1.0% |
| 30D | +2.5% | -1.0% | +3.5% | +3.0% |
| 3M | +1.4% | +22.9% | -21.5% | -9.3% |
| 6M | -3.5% | +44.2% | -47.7% | -21.5% |
| YTD | +52.0% | +64.0% | -12.0% | +14.9% |
| 1Y | +22.1% | +65.7% | -43.6% | -9.0% |
| 3Y | -22.8% | +54.1% | -76.8% | -43.5% |
| 5Y | -3.4% | +44.7% | -48.1% | -37.4% |
| All | -2.2% | +65.5% | -67.7% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling